FRB: August 2007 Statistical Supplement--U.S. Government Securities Dealers, Positions and Financing

Statistical Supplement | August 2007

Statistical Supplement to the Federal Reserve Bulletin, August 2007

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Millions of dollars
Item, by type of security		2007			2007, week ending
Item, by type of security		Feb	Mar	Apr	Apr 4	Apr 11	Apr 18	Apr 25	May 2	May 9	May 16	May 23
		Net outright positions²
1	U.S. Treasury bills	-15,998	6,857	-3,984	16,584	10,679	-8,158	-17,076	-16,793	-19,488	-21,388	-14,703
	Treasury coupon securities by maturity
2	Three years or less	-39,186	-40,081	-53,143	-48,353	-45,143	-55,173	-59,214	-56,836	-49,027	-52,873	-58,417
3	More than three years but less than or equal to six years	-28,694	-35,781	-28,473	-25,105	-27,087	-27,139	-31,403	-30,876	-33,227	-35,588	-29,138
4	More than six but less than or equal to eleven years	-49,382	-46,976	-46,615	-43,721	-45,748	-45,078	-47,088	-51,631	-49,744	-49,054	-49,973
5	More than eleven	-18,457	-21,822	-19,898	-20,696	-20,249	-20,245	-19,488	-18,856	-18,318	-17,408	-22,514
6	Inflation-protected	5,071	4,433	5,902	3,428	3,725	6,112	8,136	7,505	7,095	7,637	7,222

	Federal agency and government-sponsored enterprises
7	Discount notes	45,123	38,450	35,487	34,914	37,710	31,765	35,388	38,181	43,431	46,929	45,460
	Coupon securities, by maturity
8	Three years or less	29,260	37,433	28,778	35,222	28,114	25,862	29,425	27,726	25,463	23,123	19,281
9	More than three years but less than or equal to six years	13,454	16,934	15,546	17,164	17,583	14,403	14,067	15,073	16,469	15,885	14,396
10	More than six but less than or equal to eleven years	12,066	15,453	14,936	14,527	14,753	15,734	14,901	14,451	14,106	16,117	14,239
11	More than eleven	9,285	8,934	9,877	9,281	9,954	9,625	10,018	10,401	10,563	11,047	10,821

12	Mortgage-backed	38,592	31,173	39,709	39,597	38,732	33,947	43,344	44,144	44,000	49,770	41,022

	Corporate securities
13	One year or less	42,532	39,077	42,011	39,894	42,288	42,514	41,530	43,285	37,956	43,812	39,010
14	More than one year	180,948	210,347	208,246	211,432	208,495	207,937	208,279	205,737	205,792	201,209	199,392
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,304,338	1,379,446	1,383,077	1,334,873	1,381,292	1,373,890	1,382,054	1,438,432	1,446,195	1,494,804	1,446,271
16	Term	1,161,716	1,117,808	1,180,952	1,079,771	1,116,326	1,156,820	1,253,016	1,285,266	1,350,486	1,142,643	1,237,488
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	184,128	188,182	202,425	188,456	199,942	217,415	199,824	199,733	208,530	212,035	219,944
18	Term	245,077	249,156	253,407	247,607	246,919	248,484	260,264	264,422	265,589	261,103	262,814
	Mortgage-backed securities
19	Overnight and continuing	161,973	142,793	135,318	138,693	126,827	132,837	135,933	147,117	138,107	145,984	146,990
20	Term	424,857	436,325	455,516	438,825	449,531	454,941	457,578	475,164	487,558	472,377	474,784
	Corporate securities
21	Overnight and continuing	110,550	115,253	121,965	115,662	125,886	121,391	121,969	122,314	123,754	123,468	123,403
22	Term	102,365	105,367	106,912	106,601	107,152	106,119	104,329	111,551	110,046	110,930	111,298

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	876,058	919,436	915,201	874,697	918,129	923,298	898,671	955,311	958,859	1,012,106	975,391
24	Term	1,413,187	1,371,853	1,455,793	1,330,764	1,379,549	1,426,279	1,531,005	1,598,578	1,676,708	1,453,652	1,548,168

	Securities out, U.S. Treasury
25	Overnight and continuing	1,278,777	1,320,040	1,350,586	1,299,794	1,356,891	1,334,888	1,347,120	1,409,223	1,398,697	1,442,691	1,373,594
26	Term	934,405	941,659	978,145	900,591	911,425	962,452	1,036,505	1,073,860	1,137,357	942,401	1,046,791
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	334,159	349,890	340,391	339,848	344,718	342,149	334,069	341,155	348,770	348,100	351,966
28	Term	163,106	174,012	181,409	170,778	181,798	174,077	190,022	187,578	200,027	200,972	201,131
	Mortgage-backed securities
29	Overnight and continuing	630,959	624,203	642,851	619,412	620,697	655,306	650,106	665,026	666,102	699,595	683,488
30	Term	255,913	274,134	286,653	275,529	283,764	282,748	289,191	301,513	299,756	298,781	314,161
	Corporate securities
31	Overnight and continuing	304,122	331,262	350,980	350,545	350,737	348,524	350,958	355,136	344,126	347,268	338,986
32	Term	87,626	96,237	106,084	103,233	104,232	107,962	105,892	108,597	110,085	106,947	103,469

	Memo
	Repurchase agreements
33	Overnight and continuing	2,256,599	2,297,649	2,339,688	2,280,194	2,335,325	2,342,025	2,328,110	2,406,324	2,386,937	2,468,061	2,374,837
34	Term	1,356,991	1,398,643	1,457,532	1,355,744	1,385,518	1,433,842	1,527,950	1,574,363	1,653,518	1,453,314	1,569,894

Note: Major changes in the report form filed by primary dealers included a break in many series as of the week ending July 4, 2001. Current weekly data may be found at the Federal Reserve Bank of New York website under the Primary Dealer heading.

1. Data for positions and financing are obtained from reports submitted to the Federal Reserve Bank of New York by the U.S. government securities dealers on its published list of primary dealers. Weekly figures are close-of-business Wednesday data. Positions for calendar days of the report week are assumed to be constant. Monthly averages are based on the number of calendar days in the month. Return to table

2. Net outright positions include all U.S. government, federal agency, government-sponsored enterprise, mortgage-backed, and corporate securities scheduled for immediate and forward delivery, as well as U.S. government securities traded on a when-issued basis between the announcement and issue date. Return to table

3. Figures cover financing U.S. government, federal agency, government-sponsored enterprise, mortgage-backed, and corporate securities. Financing transactions for Treasury inflation-protected securities (TIPS) are reported in actual funds paid or received, except for pledged securities. TIPS that are issued as pledged securities are reported at par value, which is the value of the security at original issuance (unadjusted for inflation). Return to table

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Last update: September 20, 2007